Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 644,733 CHF | 216,911 CHF | 99.27% | 99.27% |
15/05/2024 | 1.01% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 592,707 CHF | 199,569 CHF | 99.12% | 99.12% |
14/05/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 555,991 CHF | 187,330 CHF | 99.27% | 99.27% |
13/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 562,097 CHF | 189,366 CHF | 98.75% | 98.75% |
10/05/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 584,168 CHF | 196,723 CHF | 99.27% | 99.27% |
08/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 563,314 CHF | 189,771 CHF | 99.27% | 99.27% |
07/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 546,928 CHF | 184,309 CHF | 99.27% | 99.27% |
06/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 534,666 CHF | 180,222 CHF | 99.27% | 99.27% |
03/05/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 512,497 CHF | 172,832 CHF | 99.09% | 99.09% |
02/05/2024 | 1.15% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 520,347 CHF | 175,449 CHF | 99.24% | 99.24% |